+371.6%
ALL vs HBM
+281.1%
+90.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | +5.0% | +2.2% | +2.8% | +4.8% |
| 30D | +13.3% | -11.8% | +25.1% | +14.1% |
| 3M | +3.2% | -19.2% | +22.4% | +4.4% |
| 6M | +25.3% | -22.9% | +48.2% | +26.3% |
| YTD | +30.5% | +7.8% | +22.7% | +26.4% |
| 1Y | +29.2% | +34.9% | -5.7% | +22.4% |
| 3Y | +119.1% | +422.2% | -303.1% | +75.2% |
| 5Y | +162.6% | +192.8% | -30.2% | +116.3% |
| All | +371.6% | +281.1% | +90.5% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling